COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 07/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      208,627
COMMITMENTS
  68,607   25,844   16,144  103,146  159,353  187,897  201,341   20,730    7,286

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      6,620)
   1,595   -3,757    2,665    2,445    9,221    6,705    8,129      -85   -1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     12.4      7.7     49.4     76.4     90.1     96.5      9.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     118       60       53       55       58      201      153
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 07/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       29,779
COMMITMENTS
  10,512    7,773    1,648   14,815   18,041   26,975   27,462    2,804    2,317

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     -3,075)
     785      821   -1,125   -2,253   -2,605   -2,593   -2,909     -482     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     26.1      5.5     49.7     60.6     90.6     92.2      9.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      42       31       13       28       14       74       56
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 07/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      166,954
COMMITMENTS
  74,518   17,671    7,607   71,435  136,068  153,560  161,346   13,394    5,608

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     13,548)
  12,858    1,743      606     -185   10,531   13,279   12,880      269      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     10.6      4.6     42.8     81.5     92.0     96.6      8.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      86       28       31       45       45      150       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 07/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      653,368
COMMITMENTS
 144,707  154,414   47,740  400,676  398,091  593,123  600,245   60,245   53,123

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:    -13,646)
   1,962   12,744   -1,861   -9,742  -20,599   -9,641   -9,716   -4,005   -3,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     23.6      7.3     61.3     60.9     90.8     91.9      9.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      55       75       41       73       73      164      159
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 07/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      158,500
COMMITMENTS
  48,616   40,064   21,645   80,282   91,079  150,543  152,788    7,957    5,712

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:      5,797)
    -383    5,993    1,544    6,374     -445    7,535    7,092   -1,738   -1,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     25.3     13.7     50.7     57.5     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     117       93       68      103      101      255      238
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 07/03/07                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       35,149
COMMITMENTS
   9,495   28,501    2,356   21,784    1,392   33,635   32,249    1,514    2,900

CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST:     10,998)
   2,259   10,377     -141    9,427       63   11,545   10,299     -547      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     81.1      6.7     62.0      4.0     95.7     91.7      4.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       39        4        7        7       22       50
 

Updated July 9, 2007